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ROOT vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROOT vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Root, Inc. (ROOT) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
62.50%
54.15%
ROOT
NVDA

Returns By Period

In the year-to-date period, ROOT achieves a 864.41% return, which is significantly higher than NVDA's 196.92% return.


ROOT

YTD

864.41%

1M

151.73%

6M

62.44%

1Y

941.96%

5Y (annualized)

N/A

10Y (annualized)

N/A

NVDA

YTD

196.92%

1M

6.53%

6M

54.15%

1Y

191.72%

5Y (annualized)

95.30%

10Y (annualized)

77.10%

Fundamentals


ROOTNVDA
Market Cap$1.13B$3.64T
EPS-$1.15$2.18
Total Revenue (TTM)$1.04B$78.19B
Gross Profit (TTM)$1.04B$59.77B
EBITDA (TTM)-$12.80M$52.02B

Key characteristics


ROOTNVDA
Sharpe Ratio7.323.81
Sortino Ratio5.533.86
Omega Ratio1.691.49
Calmar Ratio9.867.33
Martin Ratio29.9623.08
Ulcer Index32.40%8.59%
Daily Std Dev132.58%52.05%
Max Drawdown-99.29%-89.73%
Current Drawdown-79.20%-1.26%

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Correlation

-0.50.00.51.00.3

The correlation between ROOT and NVDA is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ROOT vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Root, Inc. (ROOT) and NVIDIA Corporation (NVDA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ROOT, currently valued at 7.32, compared to the broader market-4.00-2.000.002.004.007.323.81
The chart of Sortino ratio for ROOT, currently valued at 5.53, compared to the broader market-4.00-2.000.002.004.005.533.86
The chart of Omega ratio for ROOT, currently valued at 1.69, compared to the broader market0.501.001.502.001.691.49
The chart of Calmar ratio for ROOT, currently valued at 9.86, compared to the broader market0.002.004.006.009.867.33
The chart of Martin ratio for ROOT, currently valued at 29.96, compared to the broader market-10.000.0010.0020.0030.0029.9623.08
ROOT
NVDA

The current ROOT Sharpe Ratio is 7.32, which is higher than the NVDA Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of ROOT and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
7.32
3.81
ROOT
NVDA

Dividends

ROOT vs. NVDA - Dividend Comparison

ROOT has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
ROOT
Root, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

ROOT vs. NVDA - Drawdown Comparison

The maximum ROOT drawdown since its inception was -99.29%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ROOT and NVDA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-79.20%
-1.26%
ROOT
NVDA

Volatility

ROOT vs. NVDA - Volatility Comparison

Root, Inc. (ROOT) has a higher volatility of 54.02% compared to NVIDIA Corporation (NVDA) at 10.88%. This indicates that ROOT's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
54.02%
10.88%
ROOT
NVDA

Financials

ROOT vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Root, Inc. and NVIDIA Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items